******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240705_203933 produced at 2024-07-05 21:38:15.057852 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 VIX False False 0.00 -0.26 -0.33 0.0 999.00 -999.00 -0.26 -0.26 -70.50 999999999.0 -56 -56 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.64 -0.23 0.0 0.80 -0.80 -0.64 -0.64 -2.90 10.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -4.14 24.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.00 -0.13 0.0 0.43 -0.43 0.00 0.00 -4.87 16.0 0 0 caleb_strategy_v3 JPY False False 0.02 -0.17 -0.13 0.0 0.41 -0.41 -0.17 -0.17 -5.28 17.0 -7 -7 caleb_strategy_v3 CHF False False 0.04 -0.04 -0.09 0.0 0.55 -0.55 -0.04 -0.04 -2.10 13.0 -1 -1 caleb_strategy_v3 US2 False True 0.06 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -1.47 13.0 0 0 caleb_strategy_v3 BTP False False 0.04 -0.04 -0.08 0.0 0.38 -0.38 -0.04 -0.08 -2.15 10.0 -1 -2 caleb_strategy_v3 LEANHOG False False 0.01 -0.08 -0.08 0.0 0.12 -0.12 -0.08 -0.08 -9.19 13.0 -9 -9 caleb_strategy_v3 OAT False False 0.04 -0.04 -0.08 0.0 0.41 -0.41 -0.04 -0.04 -2.08 10.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -40.48 59.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.06 0.0 0.18 -0.18 0.00 0.00 -0.68 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.06 0.0 0.08 -0.08 -0.05 -0.05 -9.23 12.0 -8 -8 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.05 0.0 0.72 -0.72 0.00 0.00 -1.34 19.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.04 0.0 0.15 -0.15 -0.01 -0.01 -13.05 51.0 -2 -2 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.61 12.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.09 -0.04 0.0 0.21 -0.21 -0.09 -0.10 -11.96 68.0 -28 -33 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -2.36 11.0 -5 -5 caleb_strategy_v3 DOW False False 0.01 0.00 -0.03 0.0 0.40 -0.40 0.00 0.00 -4.70 66.0 0 0 caleb_strategy_v3 OATIES False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.86 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.10 -0.02 0.0 0.12 -0.12 -0.10 -0.09 -1.40 7.0 -6 -5 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.56 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.04 -0.02 0.0 0.50 -0.50 -0.04 -0.03 -2.67 60.0 -5 -4 caleb_strategy_v3 LUMBER-new False False 0.00 -0.01 -0.02 0.0 0.01 -0.01 -0.01 -0.01 -4.74 3.0 -2 -2 caleb_strategy_v3 CAD False False 0.02 0.00 -0.02 0.0 0.65 -0.65 0.00 0.00 -0.96 29.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.02 0.0 0.05 -0.05 -0.01 -0.01 -12.40 26.0 -5 -6 caleb_strategy_v3 BUND False False 0.04 0.00 -0.02 0.0 0.43 -0.43 0.00 0.00 -0.39 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.07 -0.07 -0.01 -0.02 -1.56 8.0 -1 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.01 0.0 0.08 -0.08 -0.03 -0.03 -1.53 9.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.03 0.00 -0.01 0.0 0.10 -0.10 0.00 -0.03 -0.17 3.0 0 -1 caleb_strategy_v3 BUXL False False 0.04 -0.08 -0.01 0.0 0.17 -0.17 -0.08 -0.13 -0.27 4.0 -2 -3 caleb_strategy_v3 EUROSTX False False 0.02 -0.02 -0.01 0.0 0.33 -0.33 -0.02 -0.03 -0.43 20.0 -1 -2 caleb_strategy_v3 EUR False False 0.04 -0.12 -0.01 0.0 0.58 -0.58 -0.12 -0.12 -0.21 14.0 -3 -3 caleb_strategy_v3 US5 False False 0.03 -0.06 -0.01 0.0 0.81 -0.81 -0.06 -0.03 -0.32 25.0 -2 -1 caleb_strategy_v3 GOLD_micro False False 0.01 -0.07 -0.00 0.0 0.41 -0.41 -0.07 -0.07 -0.07 56.0 -10 -9 caleb_strategy_v3 US30 False False 0.04 0.04 0.00 0.0 0.23 -0.23 0.04 0.04 0.02 6.0 1 1 caleb_strategy_v3 SOYOIL False False 0.01 -0.02 -0.00 0.0 0.09 -0.09 -0.02 -0.02 -0.49 10.0 -2 -2 caleb_strategy_v3 MILK False False 0.01 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.34 5.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.53 -0.53 0.00 0.00 0.05 26.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.16 -0.16 0.00 0.03 0.18 6.0 0 1 caleb_strategy_v3 PALLAD False False 0.03 0.00 0.00 0.0 0.06 -0.06 0.00 0.00 0.09 2.0 0 0 caleb_strategy_v3 US10 False False 0.03 0.00 0.00 0.0 0.57 -0.57 0.00 0.00 0.00 17.0 0 0 caleb_strategy_v3 US10U False False 0.03 0.07 0.01 0.0 0.45 -0.45 0.07 0.07 0.17 13.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.51 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.29 -0.29 0.00 0.00 0.80 23.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.02 0.01 0.0 0.16 -0.16 0.02 0.00 0.58 10.0 1 0 caleb_strategy_v3 OJ False False 0.02 0.02 0.01 0.0 0.06 -0.06 0.02 0.02 0.63 3.0 1 1 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.21 9.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.04 0.01 0.0 0.32 -0.32 0.04 0.08 0.25 8.0 1 2 caleb_strategy_v3 RICE False False 0.01 0.00 0.01 0.0 0.04 -0.04 0.00 0.00 0.68 4.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.03 0.01 0.0 0.13 -0.13 0.03 0.03 0.90 18.0 5 5 caleb_strategy_v3 DAX False False 0.01 0.06 0.02 0.0 0.35 -0.35 0.06 0.06 2.72 58.0 10 10 caleb_strategy_v3 COPPER False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.04 0.67 999999999.0 0 1 caleb_strategy_v3 GASOIL False False 0.02 0.00 0.02 0.0 0.10 -0.10 0.00 0.00 0.79 4.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.03 0.0 0.39 -0.39 0.02 0.02 1.49 21.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.04 0.03 0.0 0.29 -0.29 0.04 0.08 2.65 23.0 3 6 caleb_strategy_v3 DX False False 0.03 0.16 0.05 0.0 999.00 -999.00 0.16 0.16 1.68 999999999.0 5 5 caleb_strategy_v3 GASOLINE False False 0.03 0.12 0.05 0.0 999.00 -999.00 0.12 0.12 1.61 999999999.0 4 4 caleb_strategy_v3 AUD False False 0.02 0.21 0.06 0.0 0.39 -0.39 0.21 0.21 3.12 19.0 10 10 caleb_strategy_v3 GBP False False 0.02 0.00 0.06 0.0 0.53 -0.53 0.00 0.00 2.37 22.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.09 0.06 0.0 0.41 -0.41 0.09 0.09 7.15 48.0 10 10 caleb_strategy_v3 SMI False True 0.04 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.57 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 0.18 0.15 0.0 0.39 -0.39 0.18 0.18 6.41 17.0 8 8 caleb_strategy_v3 CRUDE_W False False 0.02 0.12 0.19 0.0 0.12 -0.12 0.12 0.12 8.00 5.0 5 5 caleb_strategy_v3 NIKKEI False False 0.01 0.13 0.21 0.0 0.28 -0.28 0.13 0.19 27.27 36.0 17 24 caleb_strategy_v3 SOFR False True 0.07 0.00 0.29 0.0 0.00 0.00 0.00 0.00 3.90 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.9 Shocked risk 52.7 Sum abs risk 47.3 Leverage 3.47 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3297219.61, 'annual_cash_vol_target': 824304.9025, 'daily_cash_vol_target': 51519.05640625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6764 0.5317 8.5080 BITCOIN 1645.7845 56875.0000 2.8937 46.2990 BOBL 0.2716 116.0900 0.2339 3.7431 BTP 0.5578 116.3200 0.4795 7.6721 BUND 0.5667 131.1000 0.4323 6.9163 BUXL 1.4002 129.3600 1.0824 17.3188 CAC 67.4352 7690.5000 0.8769 14.0298 CAD 0.0026 0.7350 0.3517 5.6272 CANOLA 7.8608 659.0000 1.1928 19.0853 CHF 0.0048 1.1257 0.4241 6.7853 COCOA 310.4319 6738.0000 4.6072 73.7149 COFFEE 4.1700 230.5500 1.8087 28.9397 COPPER 0.0677 4.6690 1.4500 23.2005 CORN 5.4293 424.2500 1.2797 20.4758 COTTON2 1.1230 71.1000 1.5794 25.2707 CRUDE_W 0.9435 79.9700 1.1798 18.8765 DAX 134.1065 18631.0000 0.7198 11.5168 DOW 212.2099 39699.0000 0.5345 8.5528 DX 0.3585 104.5650 0.3429 5.4861 EUR 0.0043 1.0872 0.3946 6.3136 EURIBOR-ICE 0.0500 97.4050 0.0513 0.8215 EUROSTX 41.5516 5019.0000 0.8279 13.2462 FEEDCOW 1.8349 261.9750 0.7004 11.2064 GASOIL 10.7041 798.7500 1.3401 21.4417 GASOLINE 0.0329 2.3391 1.4066 22.5056 GAS_US_mini 0.0990 2.3600 4.1946 67.1143 GBP 0.0055 1.2822 0.4256 6.8102 GOLD_micro 20.8465 2399.5000 0.8688 13.9006 HEATOIL 0.0344 2.6316 1.3062 20.8990 JGB-SGX-mini 0.2402 142.9900 0.1680 2.6883 JPY 0.0000 0.0063 0.5489 8.7820 LEANHOG 1.1248 73.4250 1.5318 24.5095 LIVECOW 1.2205 187.0250 0.6526 10.4410 LUMBER-new 9.0031 485.0000 1.8563 29.7009 MILK 0.3019 20.4900 1.4734 23.5744 MXP 0.0005 0.0547 1.0003 16.0042 NASDAQ_micro 135.8115 20613.7500 0.6588 10.5414 NIKKEI 302.8409 41000.0000 0.7386 11.8182 NZD 0.0034 0.6146 0.5555 8.8880 OAT 0.5157 123.8900 0.4163 6.6600 OATIES 6.6558 323.5000 2.0574 32.9189 OJ 8.3062 431.4500 1.9252 30.8028 PALLAD 24.2936 1033.0000 2.3518 37.6280 PLAT 16.4057 1044.5000 1.5707 25.1309 REDWHEAT 10.9438 616.5000 1.7752 28.4025 RICE 0.1349 14.7950 0.9118 14.5896 ROBUSTA 65.1409 4199.0000 1.5513 24.8215 RUSSELL 18.3548 2041.2000 0.8992 14.3875 SHATZ 0.0873 105.5450 0.0828 1.3241 SILVER-mini 0.5741 32.1125 1.7879 28.6060 SMI 74.5272 12063.0000 0.6178 9.8851 SOFR 0.0685 96.4150 0.0711 1.1368 SOYBEAN 10.3940 1131.5000 0.9186 14.6976 SOYMEAL 4.2532 329.7000 1.2900 20.6405 SOYOIL 0.7432 49.0900 1.5140 24.2241 SP400 21.8903 2920.4000 0.7496 11.9931 SP500_micro 26.6746 5619.5000 0.4747 7.5949 SUGAR11 0.2912 20.4600 1.4233 22.7728 US10 0.4167 110.5938 0.3768 6.0290 US10U 0.5837 114.1094 0.5115 8.1847 US2 0.0954 102.3203 0.0932 1.4912 US20 0.9024 118.7500 0.7599 12.1580 US30 1.3589 125.9375 1.0790 17.2643 US5 0.2597 107.0156 0.2427 3.8828 VIX 0.3608 15.3500 2.3504 37.6060 WHEAT 10.6617 615.0000 1.7336 27.7376 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 676.40 0.53 359.68 1.00 359.68 51519.06 143.24 8.40 120.34 BITCOIN 56.88 2.89 164.58 1.00 164.58 51519.06 313.04 -11.94 -373.80 BOBL 1160.90 0.23 271.59 1.08 293.65 51519.06 175.44 -7.53 -132.18 BTP 1163.20 0.48 557.76 1.08 603.08 51519.06 85.43 -7.39 -63.09 BUND 1311.00 0.43 566.71 1.08 612.75 51519.06 84.08 -4.53 -38.11 BUXL 1293.60 1.08 1400.23 1.08 1513.99 51519.06 34.03 -7.69 -26.16 CAC 769.05 0.88 674.35 1.08 729.14 51519.06 70.66 -6.68 -47.18 CAD 735.00 0.35 258.50 1.00 258.50 51519.06 199.30 -1.86 -37.10 CANOLA 131.80 1.19 157.22 0.73 115.48 51519.06 446.13 -12.02 -536.24 CHF 1407.12 0.42 596.74 1.00 596.74 51519.06 86.33 -9.36 -80.78 COCOA 673.80 4.61 3104.32 1.00 3104.32 51519.06 16.60 1.51 2.51 COFFEE 864.56 1.81 1563.76 1.00 1563.76 51519.06 32.95 4.59 15.11 COPPER 1167.25 1.45 1692.55 1.00 1692.55 51519.06 30.44 2.02 6.14 CORN 212.12 1.28 271.46 1.00 271.46 51519.06 189.78 -20.00 -379.56 COTTON2 355.50 1.58 561.48 1.00 561.48 51519.06 91.76 -12.02 -110.30 CRUDE_W 799.70 1.18 943.47 1.00 943.47 51519.06 54.61 13.54 73.91 DAX 186.31 0.72 134.11 1.08 145.00 51519.06 355.30 2.25 79.84 DOW 198.50 0.53 106.10 1.00 106.10 51519.06 485.55 -4.17 -202.36 DX 1045.65 0.34 358.53 1.00 358.53 51519.06 143.69 4.51 64.80 EUR 1358.94 0.39 536.24 1.00 536.24 51519.06 96.07 -0.84 -8.04 EURIBOR-ICE 2435.12 0.05 125.03 1.08 135.19 51519.06 381.09 -2.23 -84.93 EUROSTX 501.90 0.83 415.52 1.08 449.28 51519.06 114.67 -1.10 -12.57 FEEDCOW 1309.88 0.70 917.43 1.00 917.43 51519.06 56.16 1.37 7.69 GASOIL 798.75 1.34 1070.41 1.00 1070.41 51519.06 48.13 3.78 18.20 GASOLINE 982.42 1.41 1381.87 1.00 1381.87 51519.06 37.28 9.94 37.07 GAS_US_mini 59.00 4.19 247.48 1.00 247.48 51519.06 208.17 -5.50 -114.54 GBP 801.38 0.43 341.10 1.00 341.10 51519.06 151.04 6.04 91.28 GOLD_micro 239.95 0.87 208.46 1.00 208.46 51519.06 247.14 -0.09 -2.18 HEATOIL 1105.27 1.31 1443.69 1.00 1443.69 51519.06 35.69 -1.13 -4.03 JGB-SGX-mini 142990.00 0.17 24024.64 0.01 148.97 51519.06 345.85 -1.30 -44.95 JPY 786.06 0.55 431.45 1.00 431.45 51519.06 119.41 -17.05 -203.59 LEANHOG 293.70 1.53 449.90 1.00 449.90 51519.06 114.51 -13.21 -151.29 LIVECOW 748.10 0.65 488.18 1.00 488.18 51519.06 105.53 18.33 193.42 LUMBER-new 133.38 1.86 247.59 1.00 247.59 51519.06 208.09 -10.65 -221.58 MILK 409.80 1.47 603.80 1.00 603.80 51519.06 85.32 -1.83 -15.65 MXP 273.65 1.00 273.72 1.00 273.72 51519.06 188.22 -0.96 -18.16 NASDAQ_micro 412.28 0.66 271.62 1.00 271.62 51519.06 189.67 6.02 114.14 NIKKEI 41000.00 0.74 30284.09 0.01 187.78 51519.06 274.36 9.18 251.80 NZD 614.60 0.56 341.41 1.00 341.41 51519.06 150.90 3.79 57.24 OAT 1238.90 0.42 515.69 1.08 557.59 51519.06 92.40 -6.61 -61.10 OATIES 161.75 2.06 332.79 1.00 332.79 51519.06 154.81 -10.25 -158.75 OJ 647.18 1.93 1245.93 1.00 1245.93 51519.06 41.35 7.13 29.49 PALLAD 1033.00 2.35 2429.36 1.00 2429.36 51519.06 21.21 1.30 2.76 PLAT 522.25 1.57 820.29 1.00 820.29 51519.06 62.81 2.70 16.95 REDWHEAT 308.25 1.78 547.19 1.00 547.19 51519.06 94.15 -12.49 -117.59 RICE 295.90 0.91 269.82 1.00 269.82 51519.06 190.94 1.46 27.93 ROBUSTA 419.90 1.55 651.41 1.00 651.41 51519.06 79.09 8.68 68.64 RUSSELL 102.06 0.90 91.77 1.00 91.77 51519.06 561.37 -6.43 -361.04 SHATZ 1055.45 0.08 87.35 1.08 94.44 51519.06 545.50 -7.49 -408.53 SILVER-mini 802.81 1.79 1435.33 1.00 1435.33 51519.06 35.89 4.15 14.91 SMI 1206.30 0.62 745.27 1.11 827.85 51519.06 62.23 12.13 75.49 SOFR 2410.38 0.07 171.26 1.00 171.26 51519.06 300.82 2.13 64.22 SOYBEAN 565.75 0.92 519.70 1.00 519.70 51519.06 99.13 -15.19 -150.63 SOYMEAL 329.70 1.29 425.32 1.00 425.32 51519.06 121.13 -13.85 -167.74 SOYOIL 294.54 1.51 445.94 1.00 445.94 51519.06 115.53 -4.55 -52.57 SP400 2920.40 0.75 2189.03 1.00 2189.03 51519.06 23.54 -8.70 -20.47 SP500_micro 280.98 0.47 133.37 1.00 133.37 51519.06 386.28 7.96 307.66 SUGAR11 229.15 1.42 326.15 1.00 326.15 51519.06 157.96 2.68 42.31 US10 1105.94 0.38 416.73 1.00 416.73 51519.06 123.63 0.00 0.03 US10U 1141.09 0.51 583.72 1.00 583.72 51519.06 88.26 1.53 13.48 US2 2046.41 0.09 190.72 1.00 190.72 51519.06 270.12 -4.31 -116.32 US20 1187.50 0.76 902.35 1.00 902.35 51519.06 57.09 2.92 16.70 US30 1259.38 1.08 1358.89 1.00 1358.89 51519.06 37.91 0.43 1.62 US5 1070.16 0.24 259.70 1.00 259.70 51519.06 198.38 -1.27 -25.14 VIX 153.50 2.35 360.78 1.00 360.78 51519.06 142.80 -20.00 -285.60 WHEAT 307.50 1.73 533.08 1.00 533.08 51519.06 96.64 -11.93 -115.31 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 120.342 0.010 2.5 3.122 BITCOIN -373.800 0.043 2.5 -40.478 BOBL -132.178 0.004 2.5 -1.340 BTP -63.093 0.014 2.5 -2.152 BUND -38.109 0.004 2.5 -0.386 BUXL -26.162 0.004 2.5 -0.265 CAC -47.178 0.014 2.5 -1.609 CAD -37.101 0.010 2.5 -0.963 CANOLA -536.240 0.010 2.5 -13.046 CHF -80.780 0.010 2.5 -2.096 COCOA 2.507 0.009 2.5 0.054 COFFEE 15.113 0.005 2.5 0.176 COPPER 6.142 0.043 2.5 0.665 CORN -379.565 0.010 2.5 -9.234 COTTON2 -110.296 0.009 2.5 -2.362 CRUDE_W 73.915 0.043 2.5 8.004 DAX 79.842 0.014 2.5 2.723 DOW -202.363 0.009 2.5 -4.703 DX 64.800 0.010 2.5 1.681 EUR -8.038 0.010 2.5 -0.209 EURIBOR-ICE -84.934 0.014 2.5 -2.897 EUROSTX -12.567 0.014 2.5 -0.429 FEEDCOW 7.687 0.013 2.5 0.255 GASOIL 18.204 0.017 2.5 0.789 GASOLINE 37.073 0.017 2.5 1.607 GAS_US_mini -114.539 0.043 2.5 -12.403 GBP 91.284 0.010 2.5 2.368 GOLD_micro -2.178 0.014 2.5 -0.074 HEATOIL -4.029 0.017 2.5 -0.175 JGB-SGX-mini -44.951 0.043 2.5 -4.868 JPY -203.593 0.010 2.5 -5.282 LEANHOG -151.290 0.024 2.5 -9.194 LIVECOW 193.416 0.013 2.5 6.409 LUMBER-new -221.585 0.009 2.5 -4.744 MILK -15.648 0.009 2.5 -0.335 MXP -18.159 0.059 2.5 -2.665 NASDAQ_micro 114.144 0.009 2.5 2.653 NIKKEI 251.800 0.043 2.5 27.267 NZD 57.243 0.010 2.5 1.485 OAT -61.101 0.014 2.5 -2.084 OATIES -158.754 0.010 2.5 -3.862 OJ 29.494 0.009 2.5 0.632 PALLAD 2.756 0.014 2.5 0.094 PLAT 16.949 0.014 2.5 0.578 REDWHEAT -117.595 0.005 2.5 -1.560 RICE 27.934 0.010 2.5 0.680 ROBUSTA 68.639 0.005 2.5 0.802 RUSSELL -361.042 0.013 2.5 -11.964 SHATZ -408.527 0.004 2.5 -4.143 SILVER-mini 14.910 0.014 2.5 0.509 SMI 75.485 0.014 2.5 2.575 SOFR 64.219 0.024 2.5 3.903 SOYBEAN -150.627 0.004 2.5 -1.401 SOYMEAL -167.736 0.004 2.5 -1.560 SOYOIL -52.570 0.004 2.5 -0.489 SP400 -20.474 0.013 2.5 -0.678 SP500_micro 307.655 0.009 2.5 7.150 SUGAR11 42.306 0.009 2.5 0.900 US10 0.028 0.005 2.5 0.000 US10U 13.478 0.005 2.5 0.171 US2 -116.324 0.005 2.5 -1.474 US20 16.697 0.005 2.5 0.212 US30 1.617 0.005 2.5 0.020 US5 -25.139 0.005 2.5 -0.319 VIX -285.596 0.099 2.5 -70.497 WHEAT -115.315 0.005 2.5 -1.530 ===================== Position diags ===================== AUD 3.72 BITCOIN 33.90 BOBL 1.78 BTP 2.91 BUND 0.85 BUXL 0.35 CAC 2.41 CAD 5.17 CANOLA 10.85 CHF 2.24 COCOA 0.36 COFFEE 0.38 COPPER 3.30 CORN 4.62 COTTON2 1.97 CRUDE_W 5.91 DAX 12.12 DOW 11.28 DX 3.73 EUR 2.49 EURIBOR-ICE 13.00 EUROSTX 3.91 FEEDCOW 1.86 GASOIL 2.09 GASOLINE 1.62 GAS_US_mini 22.54 GBP 3.92 GOLD_micro 8.43 HEATOIL 1.55 JGB-SGX-mini 37.45 JPY 3.10 LEANHOG 6.96 LIVECOW 3.50 LUMBER-new 4.46 MILK 1.83 MXP 27.62 NASDAQ_micro 4.41 NIKKEI 29.71 NZD 3.92 OAT 3.15 OATIES 3.77 OJ 0.89 PALLAD 0.72 PLAT 2.14 REDWHEAT 1.25 RICE 4.65 ROBUSTA 0.92 RUSSELL 18.60 SHATZ 5.53 SILVER-mini 1.22 SMI 2.12 SOFR 18.28 SOYBEAN 0.92 SOYMEAL 1.13 SOYOIL 1.08 SP400 0.78 SP500_micro 8.98 SUGAR11 3.36 US10 1.57 US10U 1.12 US2 3.42 US20 0.72 US30 0.48 US5 2.51 VIX 35.25 WHEAT 1.28 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.1 2.8 3.5 10.0 10 BITCOIN -40.5 -43.9 -37.1 0.0 0 BOBL -1.3 -1.5 -1.2 0.0 0 BTP -2.2 -2.4 -1.9 -1.0 -1 BUND -0.4 -0.5 -0.3 0.0 0 BUXL -0.3 -0.3 -0.2 -2.0 -2 CAC -1.6 -1.9 -1.4 0.0 0 CAD -1.0 -1.5 -0.4 0.0 0 CANOLA -13.0 -14.1 -12.0 -2.0 -2 CHF -2.1 -2.3 -1.9 -1.0 -1 COCOA 0.1 0.0 0.1 0.0 0 COFFEE 0.2 0.1 0.2 0.0 0 COPPER 0.7 0.3 1.0 0.0 0 CORN -9.2 -9.7 -8.8 -8.0 -8 COTTON2 -2.4 -2.6 -2.2 -5.0 -5 CRUDE_W 8.0 7.4 8.6 5.0 5 DAX 2.7 1.5 3.9 10.0 10 DOW -4.7 -5.8 -3.6 0.0 0 DX 1.7 1.3 2.1 5.0 5 EUR -0.2 -0.5 0.0 -3.0 -3 EURIBOR-ICE -2.9 -4.2 -1.6 -8.0 -8 EUROSTX -0.4 -0.8 -0.0 -1.0 -1 FEEDCOW 0.3 0.1 0.4 1.0 1 GASOIL 0.8 0.6 1.0 0.0 0 GASOLINE 1.6 1.4 1.8 4.0 4 GAS_US_mini -12.4 -14.7 -10.1 -5.0 -5 GBP 2.4 2.0 2.8 0.0 0 GOLD_micro -0.1 -0.9 0.8 -10.0 -10 HEATOIL -0.2 -0.3 -0.0 0.0 0 JGB-SGX-mini -4.9 -8.6 -1.1 0.0 0 JPY -5.3 -5.6 -5.0 -7.0 -7 LEANHOG -9.2 -9.9 -8.5 -9.0 -9 LIVECOW 6.4 6.1 6.8 8.0 8 LUMBER-new -4.7 -5.2 -4.3 -2.0 -2 MILK -0.3 -0.5 -0.2 NaN 0 MXP -2.7 -5.4 0.1 -5.0 -5 NASDAQ_micro 2.7 2.2 3.1 3.0 3 NIKKEI 27.3 24.3 30.2 17.0 17 NZD 1.5 1.1 1.9 1.0 1 OAT -2.1 -2.4 -1.8 -1.0 -1 OATIES -3.9 -4.2 -3.5 NaN 0 OJ 0.6 0.5 0.7 1.0 1 PALLAD 0.1 0.0 0.2 0.0 0 PLAT 0.6 0.4 0.8 1.0 1 REDWHEAT -1.6 -1.7 -1.4 -1.0 -1 RICE 0.7 0.2 1.1 NaN 0 ROBUSTA 0.8 0.7 0.9 0.0 0 RUSSELL -12.0 -13.8 -10.1 -28.0 -28 SHATZ -4.1 -4.7 -3.6 NaN 0 SILVER-mini 0.5 0.4 0.6 0.0 0 SMI 2.6 2.4 2.8 0.0 0 SOFR 3.9 2.1 5.7 NaN 0 SOYBEAN -1.4 -1.5 -1.3 -6.0 -6 SOYMEAL -1.6 -1.7 -1.4 0.0 0 SOYOIL -0.5 -0.6 -0.4 -2.0 -2 SP400 -0.7 -0.8 -0.6 0.0 0 SP500_micro 7.1 6.3 8.0 10.0 10 SUGAR11 0.9 0.6 1.2 5.0 5 US10 0.0 -0.2 0.2 0.0 0 US10U 0.2 0.1 0.3 2.0 2 US2 -1.5 -1.8 -1.1 NaN 0 US20 0.2 0.1 0.3 0.0 0 US30 0.0 -0.0 0.1 1.0 1 US5 -0.3 -0.6 -0.1 -2.0 -2 VIX -70.5 -74.0 -67.0 -56.0 -56 WHEAT -1.5 -1.7 -1.4 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.1 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.1 0.2 0.2 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.2 0.0 0.2 -0.2 0.2 0.2 -0.0 -0.1 -0.0 -0.1 0.1 0.1 0.2 -0.0 0.1 0.5 0.1 0.2 0.1 0.1 0.0 0.1 -0.0 0.5 0.6 0.4 0.5 0.1 -0.2 0.2 -0.1 BITCOIN -0.6 -0.5 -0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.2 0.2 -0.2 0.5 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.2 0.5 -0.2 -2.7 -0.0 -0.1 0.1 -0.1 0.4 -0.1 -0.2 -0.5 -0.6 0.2 -0.1 -0.6 -0.2 -0.0 0.0 BOBL 0.4 0.2 -0.2 0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.2 -0.0 -0.2 0.0 -0.0 -0.4 -0.2 -0.3 -0.2 -0.0 -0.0 -0.0 -0.1 -0.0 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.7 -0.2 0.1 -0.1 -0.0 -0.7 -0.5 -0.3 -0.3 BTP -0.1 -0.3 -0.3 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.1 0.1 -0.0 0.3 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.1 -0.0 -0.0 0.1 -0.1 -2.7 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.6 0.2 -0.3 -0.5 0.0 -0.6 -0.5 -0.0 0.1 BUND 0.2 0.1 -0.1 0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.2 -0.0 -0.1 -0.0 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.2 0.0 -0.2 0.0 -0.7 -0.6 -0.3 -0.4 BUXL 0.1 -0.0 -0.1 0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.2 0.1 -0.7 -0.7 -0.5 -0.3 CAC -0.6 -0.6 -0.6 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.1 -0.1 0.4 -0.1 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.2 -0.2 -1.3 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.6 -0.4 -0.6 -0.6 -0.6 0.0 0.3 -0.1 0.4 CAD 0.2 0.1 -0.2 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.2 -0.5 0.2 -0.6 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.3 0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.0 0.3 0.6 0.1 -0.1 0.1 -0.2 -0.1 -0.2 CANOLA -0.2 -0.2 0.5 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.2 -0.0 -0.0 -0.3 -0.2 -0.3 -0.3 -0.0 -0.0 0.1 -0.2 -0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -1.1 0.1 -0.1 -0.2 0.1 -0.2 -0.5 0.2 -0.2 CHF -0.0 0.5 -0.3 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.0 -0.4 -0.1 -0.5 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.1 -0.3 -0.0 0.7 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.4 0.0 0.2 -0.4 0.2 -0.5 0.0 -0.4 COCOA -0.6 -0.1 -0.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.2 -0.0 -0.0 0.2 0.3 0.3 0.4 -0.0 0.1 -0.0 0.2 -0.0 -2.3 0.0 -0.0 0.1 -0.0 0.2 -0.0 1.1 -0.3 -0.1 0.0 0.6 0.4 0.1 0.5 0.3 COFFEE -0.1 0.2 0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.0 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.0 0.4 0.1 -2.7 0.0 -0.0 0.2 -0.0 0.3 -0.0 0.6 -0.1 0.1 0.6 0.6 0.1 -0.4 0.5 -0.1 COPPER -0.3 -0.4 0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.1 0.0 0.1 -0.1 0.0 0.0 -0.1 0.0 -0.0 0.0 0.1 0.1 0.2 -0.0 -1.3 0.0 0.0 0.1 -0.0 0.1 -0.0 0.3 0.2 0.1 0.1 0.6 0.1 0.0 0.4 0.3 CORN -0.6 -0.5 0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.2 -0.5 -0.2 -0.1 -0.3 -0.3 -0.4 -0.3 -0.2 -0.1 -0.2 -0.4 -0.2 -1.6 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -1.1 -0.5 -0.6 -0.4 -0.0 -0.7 -0.6 -0.7 -0.0 COTTON2 0.3 -0.3 -0.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.2 0.0 -0.1 -0.0 -0.2 -0.2 -0.1 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.1 -0.6 -0.1 -0.3 0.4 -0.0 CRUDE_W 0.6 -0.0 -0.1 0.0 0.0 0.0 0.1 0.1 0.1 0.2 0.3 0.2 0.6 0.2 0.1 0.3 0.2 0.3 0.3 0.1 0.1 0.2 0.3 0.2 -0.6 -0.0 0.1 -0.0 0.1 0.1 0.1 0.2 0.1 0.3 -0.3 -0.1 0.7 0.7 0.7 0.7 DAX -0.3 -0.6 -0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.2 0.4 0.0 0.6 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 0.1 0.5 -0.0 1.5 0.0 0.1 0.2 0.0 0.4 -0.0 -0.4 -0.1 -0.6 -0.6 0.1 0.1 0.2 -0.1 0.3 DOW 0.2 -0.3 -0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.0 0.3 0.1 0.5 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.1 0.4 0.1 -1.9 0.0 0.0 0.1 0.0 0.4 0.0 -0.5 -0.4 -0.5 -0.6 -0.4 0.4 -0.1 0.4 -0.2 DX 0.2 -0.0 0.2 -0.0 0.1 -0.1 0.0 0.0 -0.0 -0.2 0.5 0.0 0.6 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.3 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.2 0.0 0.9 -0.5 0.6 0.1 0.6 -0.2 0.3 -0.2 0.4 EUR -0.2 -0.0 -0.1 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.2 -0.3 0.1 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.0 2.7 -0.0 0.1 -0.1 0.1 -0.1 -0.0 -0.4 0.5 0.0 -0.0 0.0 -0.1 -0.7 -0.2 -0.5 EURIBOR-ICE 0.3 0.0 -0.5 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 1.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.1 -0.7 -0.7 -0.2 0.1 EUROSTX -0.3 -0.6 -0.5 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 0.0 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.1 0.0 0.5 -0.0 -0.3 0.0 0.1 0.2 0.0 0.5 -0.0 0.3 -0.2 -0.6 -0.6 -0.0 -0.2 0.1 -0.6 0.1 FEEDCOW 0.2 0.2 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.1 0.2 0.1 -0.1 0.1 0.0 -0.1 -0.4 -0.4 -0.4 0.0 0.0 0.1 0.0 0.1 -1.0 -0.0 0.1 -0.0 0.0 0.1 0.0 -1.1 0.3 0.6 0.6 -0.2 0.2 0.7 0.5 0.7 GASOIL 0.6 0.0 -0.3 0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.0 -0.0 0.3 0.0 0.1 0.1 0.0 0.2 0.2 0.2 0.8 0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.1 0.3 0.2 -0.3 -0.7 -0.4 -0.7 -0.7 GASOLINE 0.6 -0.2 -0.2 0.0 0.0 0.0 0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.2 0.0 0.4 0.4 0.4 0.4 0.1 0.1 0.2 0.3 0.2 -2.7 -0.0 0.1 -0.0 0.1 0.1 0.0 1.1 0.0 -0.1 -0.3 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini -0.5 0.3 0.6 0.0 0.0 0.0 0.0 0.1 0.0 -0.1 -0.2 -0.1 -0.4 -0.1 -0.0 -0.1 -0.4 -0.4 -0.4 -0.0 -0.0 -0.2 -0.3 -0.1 2.7 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -1.1 -0.5 -0.6 0.2 0.0 -0.1 -0.2 -0.3 -0.5 GBP -0.2 0.2 -0.0 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.2 0.3 0.1 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.0 0.2 0.1 0.1 0.2 0.0 0.2 0.5 0.4 0.6 0.4 -0.0 -0.7 -0.1 -0.4 GOLD_micro -0.1 -0.5 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.2 0.0 0.3 -0.0 0.0 -0.2 -0.3 -0.2 -0.3 0.0 0.1 0.1 0.3 0.0 -0.4 -0.0 0.0 0.1 -0.0 0.2 -0.0 -0.7 0.3 0.2 0.1 0.5 0.1 -0.3 0.3 -0.0 HEATOIL 0.6 0.1 -0.3 0.0 0.0 0.0 0.1 0.1 0.1 0.1 -0.1 0.2 0.3 0.2 0.0 -0.1 0.2 -0.1 0.1 0.1 -0.0 0.2 0.1 0.2 -2.7 -0.0 0.1 -0.1 0.1 0.0 0.1 -0.2 0.2 0.4 -0.2 -0.6 0.1 0.2 -0.2 0.1 JGB-SGX-mini 0.1 -0.0 -0.6 0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.1 -0.0 -0.1 -0.1 -1.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.2 -0.1 -0.4 -0.3 -0.2 -0.2 0.0 0.6 JPY -0.5 -0.4 -0.4 -0.0 0.1 -0.0 0.0 0.0 -0.0 -0.1 -0.4 -0.2 -0.6 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -1.1 -0.4 -0.6 -0.6 -0.6 -0.7 -0.4 -0.7 -0.4 LEANHOG -0.1 -0.6 -0.5 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.2 -0.3 -0.2 -0.2 0.4 -0.4 0.4 -0.1 -0.2 -0.2 -0.2 -0.3 -0.2 0.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -1.1 -0.4 -0.3 -0.6 -0.6 -0.4 -0.3 -0.2 0.1 LIVECOW 0.6 0.6 0.2 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 0.2 0.5 0.2 0.2 0.2 0.2 0.3 0.2 0.4 0.4 0.2 0.2 0.2 0.2 0.2 -1.4 0.1 0.1 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.6 0.6 0.1 0.7 0.3 0.7 LUMBER-new -0.1 -0.3 -0.7 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.3 -0.4 -0.4 -0.4 -0.2 -0.1 -0.0 -0.2 -0.1 NaN -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.2 0.2 0.1 -0.3 -0.7 -0.2 -0.3 0.1 -0.2 MILK -0.6 0.4 0.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.1 -0.1 0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.0 -0.0 0.0 1.6 0.0 -0.0 0.1 -0.0 -0.0 0.0 -1.1 -0.1 0.1 0.6 0.6 -0.3 -0.7 -0.2 -0.7 MXP -0.1 -0.6 -0.6 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 -0.1 0.2 0.3 0.2 0.3 -0.1 -0.0 0.0 0.0 -0.1 -2.7 -0.0 0.0 -0.0 0.0 0.0 -0.0 1.1 0.1 -0.0 -0.6 -0.2 0.5 0.5 0.7 0.7 NASDAQ_micro 0.5 0.6 0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.5 0.2 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.1 0.1 0.2 0.1 -0.4 0.1 0.6 0.6 0.4 -0.1 0.1 -0.3 0.1 NIKKEI 0.5 0.1 -0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.2 0.4 0.2 0.7 0.2 0.1 0.3 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.2 0.4 0.1 1.1 0.5 0.6 0.1 -0.3 0.0 -0.2 -0.3 -0.4 NZD -0.2 0.3 0.1 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.1 0.0 -0.1 -0.0 0.0 0.1 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.0 0.1 0.1 0.0 0.0 0.0 0.3 -0.0 0.1 0.4 0.2 0.2 -0.2 0.3 0.1 OAT -0.1 -0.3 -0.4 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.3 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.6 0.1 -0.4 -0.5 -0.1 -0.7 -0.6 -0.2 -0.1 OATIES -0.6 -0.6 0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.6 -0.3 -0.1 0.0 -0.0 0.4 0.4 OJ -0.3 -0.3 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.2 0.1 0.4 0.0 0.1 0.1 0.2 0.2 0.2 0.1 0.2 0.0 0.5 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 0.9 0.1 0.1 0.6 0.6 0.3 0.3 0.7 0.7 PALLAD 0.5 -0.0 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.2 0.1 -0.3 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.2 0.1 2.0 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.3 0.5 0.6 0.2 -0.2 -0.7 -0.7 -0.7 -0.6 PLAT -0.0 -0.2 0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.1 0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.0 0.0 1.1 -0.0 0.0 0.0 0.0 0.0 -0.0 0.1 0.3 0.4 0.3 0.2 -0.7 -0.3 -0.1 0.1 REDWHEAT -0.6 -0.5 0.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 -0.1 -0.4 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.2 -0.2 -0.8 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.5 -0.0 -0.6 -0.2 0.4 -0.5 -0.7 -0.2 -0.6 RICE -0.5 -0.0 0.4 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.2 0.5 -0.2 0.6 -0.1 0.2 0.4 0.4 0.4 0.4 0.0 0.2 -0.2 0.5 -0.2 -1.9 0.0 -0.1 0.1 -0.1 0.2 -0.0 1.1 -0.5 0.1 0.5 0.3 -0.5 -0.2 -0.5 -0.2 ROBUSTA -0.2 0.4 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.3 0.0 0.4 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.2 0.0 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.3 0.0 1.1 0.1 0.2 0.6 0.6 0.1 -0.2 0.4 0.1 RUSSELL -0.2 -0.3 -0.2 0.1 0.1 0.2 0.1 0.3 0.1 -0.1 0.2 -0.1 0.4 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.2 -0.1 -0.2 -0.0 0.0 0.1 0.0 0.2 -0.0 -0.0 -0.4 -0.6 -0.6 -0.4 0.1 -0.7 0.1 -0.7 SHATZ 0.6 0.5 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.2 0.0 -0.3 0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.2 0.0 0.9 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -1.1 -0.2 0.2 -0.0 -0.1 -0.7 -0.5 -0.5 -0.4 SILVER-mini -0.2 -0.1 0.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.2 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.0 0.3 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.3 0.2 0.3 0.5 -0.1 -0.3 0.2 0.1 SMI -0.4 0.3 0.4 0.1 0.1 0.2 0.1 0.3 0.1 -0.1 0.5 -0.1 0.6 0.1 0.2 -0.1 0.0 -0.1 -0.0 0.2 0.2 -0.0 0.5 0.1 2.0 0.1 -0.0 0.3 -0.0 0.3 0.0 0.6 -0.5 -0.6 0.2 0.4 0.2 0.1 0.0 0.0 SOFR 0.2 0.4 -0.0 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.1 -0.1 0.1 -0.1 0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.4 0.0 0.0 0.0 -0.0 -0.0 0.0 0.2 0.0 0.1 0.3 0.1 0.2 -0.5 0.6 0.1 SOYBEAN -0.5 -0.5 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.4 -0.1 -0.3 -0.2 -0.1 -0.0 0.1 -0.0 0.0 -0.2 -0.1 -0.0 -0.3 -0.2 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 0.3 0.1 -0.0 -0.3 0.1 -0.7 -0.7 -0.5 -0.7 SOYMEAL -0.6 -0.4 0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.4 0.2 0.2 0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -2.7 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.5 -0.4 -0.3 -0.1 0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.5 0.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.2 0.1 -0.4 0.0 -0.1 0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.3 0.1 -2.7 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.2 0.5 0.6 0.4 -0.1 -0.5 -0.6 -0.0 -0.0 SP400 -0.2 -0.5 -0.2 0.1 0.1 0.2 0.1 0.3 0.1 -0.1 0.3 -0.1 0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.3 -0.1 -1.8 -0.0 -0.0 0.1 -0.0 0.3 -0.0 0.0 -0.5 -0.6 -0.6 -0.3 0.1 -0.3 0.1 -0.7 SP500_micro 0.4 0.6 0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.3 -0.3 -0.3 -0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.4 0.1 -0.6 -0.1 0.6 0.6 0.5 0.2 0.0 -0.0 0.0 SUGAR11 0.6 0.4 -0.5 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.4 0.2 -0.3 0.1 -0.1 -0.1 0.2 0.0 0.1 0.0 -0.1 0.2 -0.3 0.2 -2.7 -0.0 0.1 -0.1 0.1 -0.1 0.1 0.7 0.5 0.6 0.6 -0.5 0.2 0.7 0.5 0.7 US10 0.1 0.4 0.1 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.1 -0.1 0.0 -0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.1 0.0 0.3 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.4 0.0 0.0 0.2 0.1 0.1 -0.6 0.4 0.1 US10U 0.1 0.4 0.1 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.1 0.0 -0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.2 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.0 -0.1 -0.0 0.3 0.2 0.1 -0.5 0.6 0.3 US2 0.2 0.4 -0.2 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.0 1.9 -0.0 0.0 -0.1 0.0 -0.1 0.0 -1.1 0.1 0.1 0.0 -0.1 -0.1 -0.7 0.1 -0.4 US20 0.0 0.4 0.1 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 0.2 -0.1 -0.0 0.2 0.2 -0.0 -0.3 0.7 0.5 US30 0.0 0.4 0.1 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.1 -0.0 -0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.2 -0.1 -0.0 0.2 0.2 -0.1 -0.3 0.4 0.6 US5 0.2 0.4 -0.0 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.1 -0.1 0.0 -0.3 0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 -0.0 0.0 -0.2 0.0 0.8 0.0 0.0 0.0 -0.0 -0.0 0.0 -0.6 0.1 0.1 0.2 0.0 0.1 -0.7 0.3 -0.2 VIX 0.3 -0.1 -0.2 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 -0.3 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.2 -0.9 -0.2 NaN -0.2 -0.1 -0.5 -0.1 -0.8 -0.1 NaN NaN NaN NaN NaN -0.8 -1.1 NaN NaN WHEAT -0.6 -0.6 0.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 -0.1 -0.2 0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.0 -0.6 -0.1 0.4 -0.5 -0.7 -0.4 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.5 4.8 6.2 -3.6 9.7 -2.3 0.6 0.3 -3.8 19.9 0.8 19.4 -4.2 14.6 17.1 -2.2 -2.8 -2.5 -2.6 8.4 5.2 17.1 -0.6 11.2 3.9 5.7 17.8 3.9 12.5 0.9 7.8 -0.0 20.0 20.0 11.7 16.9 3.7 -6.7 5.0 -1.5 BITCOIN -20.0 -14.4 -3.1 -4.0 -4.2 -0.8 -3.6 0.6 -5.1 -17.9 8.7 -18.4 13.7 -14.9 -10.2 -7.3 -7.4 -7.5 -7.6 -10.1 7.7 -20.0 19.7 -20.0 -20.0 -3.2 -10.3 4.7 -9.6 10.3 -8.2 -3.7 -20.0 -20.0 5.3 -2.8 -16.7 -5.1 -1.5 0.5 BOBL 11.5 5.0 -5.7 0.4 1.1 -0.5 -0.4 -1.4 0.2 -4.6 -6.5 -1.1 -5.8 0.2 -3.0 -20.0 -10.3 -15.2 -11.3 -1.9 -4.0 -4.0 -5.2 -1.4 3.8 -0.7 -1.8 -1.5 -2.2 -1.8 -0.7 -12.7 -6.5 2.5 -4.1 -1.0 -20.0 -15.5 -8.7 -10.4 BTP -1.9 -9.6 -9.8 0.6 2.0 -0.9 -0.8 -2.6 0.4 7.4 3.2 -0.9 8.5 -8.2 -10.1 -0.3 4.5 1.4 2.8 -5.2 -0.8 -0.6 3.9 -4.8 -20.0 -3.4 5.6 0.3 -0.2 3.8 -3.5 12.1 6.4 -10.3 -14.1 1.5 -18.0 -13.7 -1.0 2.7 BUND 7.7 2.5 -4.4 0.4 1.2 -0.5 -0.4 -1.5 0.2 -4.1 -5.7 -2.2 -3.0 -0.9 -3.0 4.2 -0.2 -0.3 -1.5 -1.7 -2.7 -4.5 -3.5 -2.1 1.1 -0.6 -1.7 -0.7 -2.7 -0.8 -1.2 3.8 -6.9 0.1 -4.7 1.4 -20.0 -19.4 -7.7 -11.4 BUXL 4.5 -0.4 -2.6 0.4 1.3 -0.6 -0.5 -1.7 0.2 -3.2 -5.4 -5.8 -2.5 -4.2 -5.0 -1.1 -2.9 -3.5 -3.8 -3.1 -3.0 -5.8 -3.9 -4.1 -2.3 -1.1 -1.5 -0.5 -3.3 -0.6 -2.1 -0.6 -8.3 -3.1 -7.6 2.1 -20.0 -20.0 -14.6 -10.2 CAC -17.1 -20.0 -20.0 5.4 7.5 6.4 6.9 7.1 5.7 10.9 4.7 -6.6 11.4 -12.0 -10.2 -7.9 -0.3 -3.0 -0.4 -13.4 -1.8 -2.1 8.5 -14.3 -9.5 -3.9 2.8 0.2 -0.9 3.4 -4.6 10.8 -14.9 -20.0 -20.0 -17.6 1.1 7.7 -3.4 10.8 CAD 5.9 2.0 -4.9 -4.1 11.0 -2.6 0.6 0.3 -4.3 18.1 -16.9 16.3 -15.6 4.1 -8.5 -4.3 -2.9 -3.8 -3.3 -2.5 -7.4 11.0 -9.7 4.5 -0.9 -1.7 12.1 -5.2 9.3 -6.5 3.8 -0.7 12.0 20.0 1.6 -1.8 3.3 -7.4 -3.7 -4.9 CANOLA -7.6 -7.7 16.1 -2.0 2.3 -0.9 -0.4 -0.5 -2.2 8.3 -4.6 6.4 -6.9 -2.2 -2.3 -15.1 -10.0 -14.8 -13.9 -3.9 -4.5 9.1 -7.5 -0.3 -20.0 -2.3 1.7 -2.0 0.0 -2.9 -2.1 -20.0 5.1 -3.0 -5.8 2.7 -5.1 -15.9 5.1 -4.8 CHF -0.7 16.5 -9.1 -3.3 9.0 -2.1 0.5 0.3 -3.5 0.4 -15.6 -12.1 -14.2 -2.1 -6.9 -17.3 -16.5 -17.1 -16.7 -4.0 -11.1 -7.3 -12.5 -4.6 5.3 -1.2 1.9 -4.1 -3.3 -4.5 -1.7 -20.0 -18.6 1.1 6.7 -13.3 6.7 -13.8 0.1 -12.5 COCOA -20.0 -2.6 -20.0 -1.5 1.6 -0.6 -0.3 -0.4 -1.6 1.2 2.8 -4.9 4.2 -2.6 -0.6 12.2 15.2 16.9 18.3 -0.1 5.1 -5.3 7.6 -4.6 -17.5 1.0 -0.4 4.0 -1.2 6.2 -0.9 20.0 -12.9 -1.6 1.3 20.0 11.5 3.6 15.3 8.2 COFFEE -4.5 7.0 10.2 -3.8 4.3 -1.7 -0.8 -1.0 -4.1 -1.2 12.7 -2.2 12.2 10.8 11.2 3.8 7.2 5.4 7.0 13.0 16.9 4.0 15.0 6.8 -20.0 3.6 -2.1 7.4 -1.7 8.0 -0.2 11.4 -3.2 4.0 17.9 20.0 3.7 -11.2 14.2 -2.6 COPPER -9.7 -13.0 11.7 -1.7 -1.8 -0.4 -1.6 0.3 -2.2 7.6 3.2 2.1 3.6 -6.1 0.1 0.5 -2.8 0.1 -1.4 0.6 5.5 7.0 6.2 -0.9 -9.4 0.2 2.1 2.4 -0.3 2.6 -1.4 5.4 10.0 3.9 4.5 17.0 2.2 0.2 12.4 8.7 CORN -20.0 -16.6 5.3 -3.2 3.6 -1.4 -0.6 -0.8 -3.5 -10.6 -10.4 -14.0 -13.8 -14.5 -11.5 -16.4 -12.8 -17.5 -16.7 -19.3 -12.4 -20.0 -13.1 -20.0 -11.9 -4.1 -6.0 -2.6 -7.7 -3.1 -6.7 -20.0 -20.0 -18.3 -13.6 -0.3 -20.0 -16.6 -20.0 -1.4 COTTON2 7.9 -9.3 -20.0 -2.9 3.3 -1.3 -0.6 -0.7 -3.1 -11.8 -12.4 -8.4 -9.3 -9.8 -13.0 -8.4 0.9 -3.0 -0.3 -14.0 -14.9 -8.4 -9.9 -8.2 -20.0 -3.7 -2.1 -3.0 -1.1 -0.6 -1.9 -0.6 -0.0 7.0 -3.0 -20.0 -3.2 -9.8 13.1 -0.6 CRUDE_W 18.9 -0.3 -4.6 2.7 5.0 1.5 8.3 2.9 6.8 20.0 11.8 20.0 16.0 20.0 12.7 13.7 12.3 13.4 12.9 13.1 9.2 20.0 11.9 20.0 -4.6 -0.2 8.2 -0.3 8.7 3.1 4.9 4.6 4.5 8.4 -9.6 -2.4 20.0 20.0 20.0 20.0 DAX -10.3 -19.2 -10.3 5.9 8.2 7.1 7.5 7.8 6.2 17.2 13.6 0.1 16.4 -8.9 -4.5 -9.3 -11.2 -10.4 -11.2 -0.8 10.0 6.1 18.1 -2.6 11.6 0.3 7.1 7.2 2.9 11.4 -1.4 -8.4 -5.0 -20.0 -20.0 2.9 4.4 5.9 -4.3 8.9 DOW 6.3 -8.5 -8.7 5.8 8.1 7.0 7.5 7.8 6.1 1.6 12.3 10.1 14.9 0.5 -0.3 -11.4 -11.3 -11.5 -11.6 3.0 7.8 7.5 16.0 5.2 -14.5 0.8 2.4 5.3 1.3 10.6 0.3 -8.6 -18.6 -16.4 -19.4 -11.8 11.4 -2.3 11.1 -5.9 DX 7.0 -1.3 6.3 -3.6 9.6 -2.3 0.5 0.3 -3.8 -19.1 17.3 3.0 16.0 9.8 15.0 7.1 6.9 7.3 7.2 9.0 10.6 -5.6 10.8 5.1 -20.0 5.0 -12.1 5.8 -3.6 5.9 2.6 16.7 -20.0 20.0 1.7 20.0 -4.8 8.0 -4.8 12.4 EUR -4.8 -0.7 -3.9 -3.7 9.9 -2.3 0.6 0.3 -3.9 20.0 -12.7 7.4 -11.2 -6.5 -8.0 -7.4 -7.1 -7.4 -7.1 -5.2 -5.9 11.7 -5.9 -0.6 20.0 -2.5 15.8 -2.0 8.1 -1.5 -0.0 -7.6 20.0 0.1 -0.2 0.4 -4.2 -20.0 -5.8 -16.1 EURIBOR-ICE 9.8 0.6 -15.6 0.3 1.1 -0.5 -0.4 -1.4 0.2 1.1 -4.8 1.4 -0.3 1.2 -4.0 -5.4 -4.9 -5.6 -5.0 -2.0 -2.9 -0.7 -1.8 -0.5 11.7 -1.1 1.0 -1.5 -0.5 -0.6 -0.4 -2.6 -0.3 1.3 -4.2 -4.0 -20.0 -20.0 -6.2 4.5 EUROSTX -9.4 -20.0 -14.0 5.7 8.0 6.9 7.4 7.7 6.1 14.8 15.1 1.5 17.3 -4.1 -2.6 -5.6 -2.4 -5.9 -4.2 -0.0 10.4 5.5 19.1 -1.9 -2.4 0.8 6.9 8.2 2.9 13.4 -1.2 5.8 -8.2 -20.0 -20.0 -0.9 -7.4 3.5 -17.3 3.9 FEEDCOW 5.1 5.8 -3.6 -4.9 5.5 -2.2 -1.0 -1.3 -5.3 11.4 7.0 11.0 -2.9 6.2 2.2 -7.2 -20.0 -17.9 -20.0 3.6 0.1 5.6 0.1 5.2 -7.8 -0.2 7.2 -0.9 2.8 1.9 1.2 -20.0 10.9 20.0 20.0 -6.8 5.9 20.0 15.0 20.0 GASOIL 20.0 0.6 -10.2 2.4 4.6 1.3 7.7 2.7 6.2 9.3 4.6 19.0 13.6 19.3 0.8 -0.6 12.5 1.0 6.3 7.2 2.5 19.9 8.5 18.1 6.2 2.6 5.0 0.5 8.8 2.7 7.6 0.1 4.2 10.4 4.9 -8.1 -20.0 -13.2 -20.0 -20.0 GASOLINE 18.6 -5.1 -6.6 2.5 4.7 1.4 7.8 2.8 6.3 20.0 9.1 20.0 14.7 19.2 0.1 20.0 20.0 20.0 20.0 5.8 5.0 20.0 11.5 16.3 -20.0 -0.5 7.5 -0.1 8.4 3.9 4.6 20.0 1.3 -2.4 -9.6 -5.5 20.0 20.0 20.0 20.0 GAS_US_mini -16.7 10.1 20.0 1.4 2.6 0.7 4.3 1.5 3.5 -11.8 -7.7 -12.4 -10.8 -8.0 -1.2 -6.4 -20.0 -20.0 -20.0 -1.3 -2.7 -18.3 -12.4 -9.5 20.0 1.0 -6.1 -0.6 -5.1 -3.8 -1.5 -20.0 -20.0 -20.0 5.5 0.6 -1.8 -6.9 -7.7 -14.0 GBP -6.4 5.5 -1.1 -4.1 11.1 -2.6 0.6 0.3 -4.4 20.0 12.4 7.9 5.2 11.1 12.7 -0.7 -0.8 -0.9 -0.8 5.5 5.3 14.6 5.1 6.1 1.2 4.3 20.0 5.2 10.2 4.8 4.2 3.2 20.0 11.7 19.5 13.4 -0.4 -20.0 -1.6 -11.1 GOLD_micro -2.0 -15.9 4.1 -2.2 -2.3 -0.5 -2.0 0.3 -2.8 9.7 7.3 4.2 8.5 -4.5 3.6 -10.9 -13.6 -11.7 -12.6 2.9 8.4 8.5 10.4 1.8 -3.3 -0.4 2.3 3.3 -0.3 5.0 -2.0 -13.4 11.3 7.0 2.0 16.5 3.1 -7.8 10.5 -1.4 HEATOIL 20.0 2.6 -9.9 2.5 4.8 1.4 7.9 2.8 6.5 13.8 -1.9 20.0 7.2 20.0 0.3 -5.8 11.0 -4.0 2.8 6.4 -0.9 20.0 3.4 20.0 -20.0 -1.0 8.0 -2.5 9.0 1.0 5.2 -4.2 9.3 12.6 -7.3 -19.8 2.2 7.1 -5.9 2.4 JGB-SGX-mini 3.8 -0.3 -18.6 0.4 1.1 -0.5 -0.4 -1.5 0.2 -0.4 -4.8 -4.7 -1.1 -4.0 -5.9 20.0 18.4 20.0 18.8 -5.5 -5.3 -5.1 -2.8 -5.6 -8.6 -2.3 0.9 -2.5 -1.9 -1.9 -2.1 20.0 -8.1 -4.0 -11.3 -9.1 -7.2 -4.5 1.4 16.6 JPY -15.2 -13.1 -11.0 -2.5 6.7 -1.6 0.4 0.2 -2.6 -7.2 -16.4 -14.0 -16.4 -15.5 -16.2 -15.7 -16.3 -15.7 -15.8 -20.0 -20.0 -15.1 -20.0 -20.0 20.0 -5.9 -1.0 -6.2 -4.1 -6.6 -5.5 -20.0 -17.8 -20.0 -20.0 -20.0 -20.0 -11.8 -20.0 -11.3 LEANHOG -3.3 -20.0 -15.8 -3.9 4.4 -1.7 -0.8 -1.0 -4.2 -15.6 -10.8 -16.2 -7.4 -17.6 -17.8 20.0 -20.0 20.0 -5.3 -20.0 -20.0 -18.2 -11.0 -20.0 5.0 -5.8 -1.5 -3.3 -2.4 -1.4 -4.8 -20.0 -18.1 -8.4 -20.0 -20.0 -11.5 -9.7 -5.9 4.4 LIVECOW 20.0 18.5 6.0 -5.1 5.7 -2.2 -1.0 -1.3 -5.5 20.0 16.7 20.0 5.6 20.0 19.4 13.9 11.3 20.0 18.1 20.0 16.2 20.0 9.1 20.0 -10.2 7.8 6.0 5.3 7.8 4.4 9.1 20.0 20.0 20.0 20.0 20.0 4.4 20.0 10.3 20.0 LUMBER-new -1.4 -8.1 -20.0 -2.1 2.3 -0.9 -0.4 -0.4 -2.2 1.0 -8.0 -4.0 -7.7 -6.4 -8.7 -13.8 -17.3 -16.9 -17.6 -12.0 -10.5 -3.8 -6.9 -9.0 NaN -3.3 1.1 -3.2 -0.1 -2.0 -1.9 -20.0 5.9 1.6 -7.2 -20.0 -4.2 -8.6 3.3 -5.0 MILK -18.3 10.8 20.0 -2.5 2.7 -1.1 -0.5 -0.6 -2.6 -0.6 6.2 -7.0 -3.4 0.2 7.8 -20.0 -20.0 -20.0 -20.0 8.6 7.8 -1.3 -0.5 2.0 12.3 2.7 -0.8 2.4 -1.4 -0.4 0.3 -20.0 -6.0 3.7 20.0 20.0 -9.4 -20.0 -5.1 -20.0 MXP -3.5 -20.0 -20.0 -1.5 4.0 -0.9 0.2 0.1 -1.6 4.5 -2.0 3.5 4.1 -4.6 -5.1 9.6 15.7 12.4 14.1 -7.9 -4.2 1.6 1.8 -5.0 -20.0 -2.3 1.0 -1.1 0.1 0.6 -1.6 20.0 2.7 -1.4 -19.7 -5.8 16.4 15.2 20.0 20.0 NASDAQ_micro 16.1 20.0 3.0 4.9 6.9 6.0 6.3 6.6 5.2 15.0 16.9 15.6 17.0 16.0 16.4 -12.2 -10.8 -11.7 -11.3 20.0 20.0 20.0 20.0 20.0 -20.0 5.9 5.0 5.2 4.8 5.6 6.0 -7.9 2.9 20.0 20.0 12.8 -3.5 3.8 -8.9 3.2 NIKKEI 14.3 1.9 -5.0 6.5 9.1 7.9 8.4 8.7 6.9 20.0 16.2 20.0 18.9 19.9 8.0 15.1 9.9 10.6 9.3 18.8 20.0 20.0 20.0 20.0 -20.0 6.0 16.3 7.3 15.1 11.5 10.1 20.0 20.0 19.5 3.9 -7.7 1.3 -6.8 -10.2 -12.7 NZD -7.6 8.0 2.8 -3.2 8.6 -2.0 0.5 0.2 -3.4 14.4 1.0 -5.8 -1.2 2.7 9.7 -0.0 0.2 0.1 0.1 3.8 3.2 2.1 -0.3 0.6 0.5 2.1 8.0 2.2 1.4 0.7 0.1 4.9 -0.2 2.7 13.2 7.3 6.3 -5.4 8.4 1.7 OAT -2.1 -9.0 -11.7 0.5 1.4 -0.6 -0.5 -1.9 0.3 1.8 -7.9 -2.6 -3.1 -7.8 -9.3 -2.1 4.4 0.8 2.6 -8.0 -6.8 -2.7 -5.1 -6.5 1.9 -3.6 2.3 -2.4 -1.3 -1.3 -3.2 11.9 2.5 -12.9 -15.0 -4.4 -20.0 -18.2 -6.4 -2.9 OATIES -20.0 -20.0 6.0 -1.8 2.0 -0.8 -0.4 -0.5 -2.0 5.4 -5.6 -6.2 -6.7 -7.8 -6.6 -5.9 0.6 -0.3 1.6 -11.2 -6.8 -6.2 -5.1 -12.8 -20.0 -1.9 -1.1 -0.8 -1.9 -0.6 -2.7 0.6 -2.7 -17.3 -10.0 -2.2 0.2 -0.8 10.7 12.0 OJ -8.8 -8.9 -4.2 -3.1 3.4 -1.3 -0.6 -0.8 -3.3 5.3 9.2 5.2 11.7 2.8 6.4 7.0 12.4 8.9 9.7 11.6 15.7 4.4 18.2 5.5 -20.0 2.9 0.9 4.6 0.1 6.5 0.6 17.8 3.0 2.0 20.0 20.0 8.2 9.5 20.0 20.0 PALLAD 16.3 -1.2 5.0 -1.9 -2.0 -0.4 -1.7 0.3 -2.4 8.5 -6.0 8.7 -8.5 2.6 -3.6 -1.3 -2.2 -2.0 -2.1 -0.4 -3.9 12.9 -8.8 5.9 14.6 -1.5 7.0 -2.2 4.4 -3.0 0.9 5.7 20.0 19.0 5.3 -5.3 -20.0 -20.0 -20.0 -18.6 PLAT -0.2 -4.8 10.8 -2.4 -2.5 -0.5 -2.2 0.4 -3.2 10.0 2.1 7.3 -3.4 -3.9 0.3 -4.9 -4.2 -5.0 -4.7 2.5 3.7 8.1 1.9 2.6 7.9 -0.1 1.1 1.4 0.2 1.4 -0.9 1.7 10.8 11.5 9.9 7.0 -20.0 -8.3 -4.4 3.4 REDWHEAT -20.0 -15.3 20.0 -3.2 3.6 -1.4 -0.6 -0.8 -3.4 11.3 -3.2 -10.5 -10.1 -12.6 -7.5 -10.4 -3.7 -9.0 -6.3 -12.7 -4.3 -10.7 -7.8 -20.0 -6.3 -2.2 -0.8 -0.4 -2.9 -1.2 -4.3 -9.4 -1.6 -20.0 -7.5 13.3 -14.4 -20.0 -7.3 -17.2 RICE -14.2 -0.8 11.9 -4.8 5.4 -2.1 -1.0 -1.2 -5.1 -20.0 17.2 -19.8 17.9 -12.8 16.8 20.0 20.0 20.0 20.0 4.2 15.4 -20.0 19.0 -15.9 -13.9 2.6 -11.7 4.3 -8.2 4.2 -2.4 20.0 -20.0 3.0 16.2 9.0 -15.3 -7.3 -15.3 -4.5 ROBUSTA -7.3 13.3 -2.1 -2.5 2.8 -1.1 -0.5 -0.6 -2.7 3.7 9.8 0.2 10.4 7.0 8.1 20.0 20.0 20.0 20.0 12.9 19.3 5.3 20.0 6.9 -20.0 3.7 2.9 7.1 1.5 9.3 1.6 20.0 5.4 7.0 20.0 20.0 3.4 -7.2 11.2 4.2 RUSSELL -5.2 -8.9 -5.2 5.4 7.6 6.5 7.0 7.2 5.7 -11.3 9.0 -5.6 11.4 -10.1 -4.0 -7.6 -6.8 -7.4 -7.1 -3.6 2.1 -4.1 6.2 -4.8 -1.3 -0.4 0.4 2.4 0.3 4.5 -0.8 -0.8 -14.9 -20.0 -20.0 -13.7 2.8 -20.0 1.6 -20.0 SHATZ 18.1 16.4 -0.6 0.3 1.0 -0.5 -0.4 -1.4 0.2 -4.4 -6.7 0.1 -7.5 1.2 -1.9 -20.0 -20.0 -20.0 -20.0 -1.0 -5.4 -3.5 -8.8 0.2 6.8 -0.2 -1.7 -1.8 -1.3 -2.8 0.3 -20.0 -6.9 7.2 -1.1 -3.8 -20.0 -15.3 -16.2 -11.8 SILVER-mini -5.1 -3.7 14.1 -1.9 -2.0 -0.4 -1.7 0.3 -2.5 8.5 6.3 2.8 5.8 0.8 4.7 -5.4 -6.5 -5.9 -6.2 5.1 7.9 8.8 6.8 3.2 2.2 0.3 3.1 2.7 -0.1 3.0 -1.5 -1.7 11.3 4.6 10.4 15.3 -2.6 -8.9 5.6 4.1 SMI -11.2 8.3 12.6 6.1 8.5 7.3 7.8 8.1 6.4 -8.0 18.2 -11.5 17.3 8.0 14.8 -4.1 1.4 -3.0 -0.7 17.4 20.0 -0.9 20.0 5.7 15.1 6.2 -0.2 9.3 -0.3 8.5 1.8 12.1 -20.0 -20.0 7.4 13.4 7.1 2.8 1.4 0.0 SOFR 4.7 13.7 -1.5 0.4 1.3 -0.6 -0.5 -1.8 0.3 8.5 -2.0 4.8 -3.2 6.7 3.4 -2.5 -1.4 -2.8 -2.1 3.2 -0.4 4.1 -3.3 3.8 -2.9 2.3 0.2 1.1 -0.3 -0.1 1.8 2.9 1.2 3.0 9.9 4.5 5.1 -15.7 17.7 1.7 SOYBEAN -15.4 -16.3 1.1 -3.7 4.1 -1.6 -0.7 -0.9 -4.0 13.7 -13.1 -6.9 -8.6 -14.2 -12.5 -2.0 6.6 -0.7 1.7 -17.0 -12.8 -2.4 -11.0 -16.4 -20.0 -4.5 2.8 -3.0 -1.9 -2.3 -5.1 5.9 3.8 -1.5 -8.4 1.8 -20.0 -20.0 -13.6 -20.0 SOYMEAL -20.0 -13.2 10.4 -3.1 3.5 -1.4 -0.6 -0.8 -3.4 -7.6 -11.2 -12.3 -10.4 -13.7 -9.8 19.3 7.7 9.7 6.3 -11.9 -8.1 -15.1 -8.2 -17.6 -20.0 -1.5 -5.1 -0.4 -5.8 -0.8 -4.6 10.0 -14.8 -9.2 -4.3 13.2 -20.0 -20.0 -20.0 -20.0 SOYOIL 14.7 5.0 -0.1 -2.7 3.0 -1.2 -0.5 -0.7 -2.9 11.1 -9.0 9.6 -10.8 3.7 -5.1 4.7 0.0 -0.4 -1.9 -0.2 -6.2 20.0 -9.3 10.0 -20.0 -1.3 13.1 -2.7 7.5 -2.9 2.2 -3.4 20.0 20.0 13.3 -4.0 -14.0 -16.9 -1.0 -1.5 SP400 -7.1 -15.5 -7.2 5.4 7.6 6.5 7.0 7.2 5.7 -15.3 10.3 -12.3 12.9 -13.8 -6.2 -5.5 -5.9 -6.4 -6.2 -4.5 5.5 -10.4 12.9 -8.9 -13.7 -0.2 -1.1 4.1 -2.0 7.1 -2.1 0.8 -20.0 -20.0 -20.0 -8.9 4.0 -9.0 4.0 -20.0 SP500_micro 13.7 17.1 8.8 7.0 9.8 8.5 9.0 9.4 7.4 20.0 20.0 20.0 20.0 20.0 20.0 -15.1 -12.6 -14.0 -13.3 20.0 20.0 20.0 20.0 20.0 -20.0 8.8 6.1 9.2 6.2 10.1 8.1 -11.1 -5.1 20.0 20.0 16.8 6.4 0.9 -0.1 0.4 SUGAR11 20.0 13.9 -16.6 -3.8 4.3 -1.7 -0.8 -1.0 -4.1 6.0 -13.8 14.4 -9.4 13.6 -5.6 -3.0 10.3 0.5 5.1 1.6 -11.9 17.3 -11.0 15.9 -20.0 -0.2 6.9 -4.7 7.8 -4.0 5.4 12.7 20.0 20.0 17.1 -14.2 7.3 20.0 14.6 20.0 US10 3.8 12.4 2.1 0.4 1.1 -0.5 -0.4 -1.5 0.2 6.7 -2.6 2.5 -4.9 4.9 1.4 -7.1 -7.3 -6.9 -7.0 1.6 -1.3 2.5 -4.8 2.1 2.3 1.8 -0.2 0.7 -0.6 -0.7 1.2 -6.7 0.1 1.2 6.3 3.3 1.5 -18.4 11.2 2.2 US10U 2.5 12.6 3.3 0.5 1.5 -0.7 -0.6 -2.0 0.3 5.5 -3.7 0.6 -6.3 5.1 1.8 -5.0 -2.7 -4.9 -3.9 1.6 -1.8 1.1 -6.3 1.5 0.3 2.3 -1.2 1.1 -1.5 -0.8 1.3 0.3 -2.8 -0.0 7.9 4.8 1.9 -15.1 19.2 10.2 US2 7.4 12.0 -5.0 0.4 1.2 -0.6 -0.5 -1.7 0.2 8.1 -7.5 5.2 -9.3 5.8 -3.4 -20.0 -20.0 -20.0 -20.0 -1.1 -6.8 6.0 -12.1 2.9 14.0 -0.1 1.5 -2.0 0.4 -3.6 0.9 -20.0 4.6 2.2 0.9 -3.8 -1.7 -20.0 2.3 -13.4 US20 0.2 11.2 3.8 0.4 1.1 -0.5 -0.4 -1.4 0.2 1.1 -0.8 -1.2 -2.4 2.6 2.1 -1.0 -0.8 -0.8 -0.7 1.3 -0.2 -1.1 -3.1 0.2 -1.0 1.9 -1.4 1.4 -1.4 0.1 0.8 4.5 -4.5 -1.0 7.3 5.7 -0.1 -10.2 20.0 16.4 US30 0.2 11.0 4.5 0.4 1.2 -0.6 -0.5 -1.6 0.2 0.5 -2.0 -2.1 -3.9 2.0 1.5 -6.3 -5.3 -5.4 -5.3 1.0 -0.7 -1.9 -4.1 -0.3 -0.5 2.0 -1.9 1.4 -1.8 -0.1 0.8 -3.4 -5.6 -1.3 7.2 5.5 -3.9 -9.9 11.5 17.6 US5 5.1 13.1 -0.3 0.4 1.2 -0.6 -0.5 -1.6 0.2 7.8 -4.8 4.4 -7.3 6.0 0.1 -10.8 -10.2 -10.3 -10.1 1.2 -2.7 4.1 -6.6 2.8 5.8 1.5 0.5 0.1 -0.1 -1.3 1.4 -11.8 2.3 1.9 5.6 1.4 1.8 -20.0 8.6 -5.5 VIX 5.9 -1.9 -3.3 -8.4 -4.9 -9.5 -6.8 -11.2 -7.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.7 -20.0 -14.0 NaN -9.6 -8.5 -11.0 -7.3 -13.4 -7.8 NaN NaN NaN NaN NaN -15.8 -20.0 NaN NaN WHEAT -20.0 -18.0 20.0 -2.5 2.7 -1.1 -0.5 -0.6 -2.6 9.3 -1.4 -5.8 -6.6 -8.6 -5.2 -15.1 -14.2 -15.9 -15.4 -9.5 -2.7 -5.8 -4.6 -14.6 0.7 -1.5 0.1 -0.0 -1.7 -0.5 -3.0 -20.0 -0.3 -17.6 -4.4 12.8 -13.7 -20.0 -10.6 -20.0 End of report for caleb_strategy_v3